Preheat oven to 350F.
Set heavy pot over high heat Add the Andouille and cook for several minutes, to allow the outside to brown. Add the onion, celery, and garlic and cook for 3-4 minutes to allow them to soften. Stir in the flour, oregano, cayenne, and thyme and cook for 1 minute.
Immediately add in the tomatoes, chicken stock, Tabasco, rice, and okra. Bring to a boil, then simmer for 25 minutes or until rice is cooked through. Stir in the shrimp and cook for an additional 3 minutes.
Prepare your peppers by cutting off the top and removing the seeds, creating. Fill each pepper with one quarter of the jambalaya, then place in a baking dish. Repeat with remaining peppers. Pout 1/2 cup of water in the bottom of the dish. Bake at 350 for 30 minutes.
Serve with additional Tabasco, if desired.